Displaying 20 results from an estimated 300 matches similar to: "3D Black-Scholes Graph Help!"
2010 Jul 20
2
[LLVMdev] I would like to merge PARSEC into test-suite
From here: http://parsec.cs.princeton.edu
It is open-source and redistributable, and I have added LICENSE.TXT
files to all the pieces I want to merge. These are blackscholes,
canneal, dedup, fluidanimate, freqmine, streamcluster, and swaptions. I
will disable the tests by default on the initial merge and test
thoroughly on Linux and MacOS before enabling them. May I please commit
my
2010 Jul 20
3
[LLVMdev] I would like to merge PARSEC into test-suite
On Tue, Jul 20, 2010 at 1:30 AM, Owen Anderson <resistor at mac.com> wrote:
> Patrick,
>
> On Jul 20, 2010, at 1:18 AM, Patrick Simmons wrote:
>> It is open-source and redistributable, and I have added LICENSE.TXT
>> files to all the pieces I want to merge. These are blackscholes,
>> canneal, dedup, fluidanimate, freqmine, streamcluster, and swaptions. I
>>
2010 Jul 20
0
[LLVMdev] I would like to merge PARSEC into test-suite
Patrick,
On Jul 20, 2010, at 1:18 AM, Patrick Simmons wrote:
> It is open-source and redistributable, and I have added LICENSE.TXT
> files to all the pieces I want to merge. These are blackscholes,
> canneal, dedup, fluidanimate, freqmine, streamcluster, and swaptions. I
> will disable the tests by default on the initial merge and test
> thoroughly on Linux and MacOS before
2011 Apr 23
2
Loop and Solver with Black/Scholes-Formula
Hello,
for my diploma thesis I need to program a solver for Merton?s respectively
Black?s and Scholes? Option pricing formula, which should be achieved for
several dates.
What I want to do is to estimate the value of a firm?s assets "vA" (x[2]
denotes vA) and the option-implied volatility of firm?s assets "sigA" (x[1]
denotes sigA) by solving it simultaneous using the Black
2011 Aug 18
1
Loop trouble with Excel Serial Numbers!
Hi All!
I'm trying to convert serial numbers in Excel to dates in R. For each
single "thedate" entry, I get a correct answer. But if I try using the for
loop, I get bizarre numbers in "mynewdata".
thedate<-as.matrix(40548:40759,ncol=1)
exdate<-function(){
mynewdate<-NULL
for(i in 1:nrow(thedate)){
2010 Jul 21
0
[LLVMdev] I would like to merge PARSEC into test-suite
Daniel Dunbar wrote:
> On Tue, Jul 20, 2010 at 1:30 AM, Owen Anderson <resistor at mac.com> wrote:
>
>> Patrick,
>>
>> On Jul 20, 2010, at 1:18 AM, Patrick Simmons wrote:
>>
>>> It is open-source and redistributable, and I have added LICENSE.TXT
>>> files to all the pieces I want to merge. These are blackscholes,
>>> canneal,
2010 Jul 22
2
[LLVMdev] I would like to merge PARSEC into test-suite
On Wed, Jul 21, 2010 at 11:57 AM, John Criswell <criswell at uiuc.edu> wrote:
> Daniel Dunbar wrote:
>>
>> On Tue, Jul 20, 2010 at 1:30 AM, Owen Anderson <resistor at mac.com> wrote:
>>
>>>
>>> Patrick,
>>>
>>> On Jul 20, 2010, at 1:18 AM, Patrick Simmons wrote:
>>>
>>>>
>>>> It is open-source and
2011 Sep 02
2
If NA Problem!
Hi All!
Please find code and the respective lists below. My problem: I specify the
case that lilwin[[p]] is not an NA and want the code found in iwish to be
returned ONLY for that case. Why do I get a list of length 2 (and why is
NULL the first element)? I understand that the code below is quite
senseless. I have run into a problem while working on a large project and
wanted to simplify it in
2010 Jul 22
0
[LLVMdev] I would like to merge PARSEC into test-suite
It's not *that* big. The patch is 634K uncompressed. I'd say it would
be annoying to have that attached to an email message, but it's no
bigger than existing MultiSource tests.
--Patrick
On 07/21/2010 08:13 PM, Daniel Dunbar wrote:
> On Wed, Jul 21, 2010 at 11:57 AM, John Criswell<criswell at uiuc.edu> wrote:
>
>> Daniel Dunbar wrote:
>>
2011 Oct 19
0
[LLVMdev] ANN: libclc (OpenCL C library implementation)
Ralf,
What version of the SDK were you using for your analysis? I don't see that in the slides/pdf.
Thanks,
Micah
> -----Original Message-----
> From: llvmdev-bounces at cs.uiuc.edu [mailto:llvmdev-bounces at cs.uiuc.edu]
> On Behalf Of Ralf Karrenberg
> Sent: Wednesday, October 19, 2011 2:13 PM
> To: llvmdev at cs.uiuc.edu
> Subject: Re: [LLVMdev] ANN: libclc (OpenCL C
2011 Sep 13
1
Deleting Rows based on Factor and Time Period
Hi All!
I have been messing around with this problem for about a week but to no
avail! The following data has been cut down in order to make my question
reproducible. The alldat data frame includes 2 columns: 1 date column and 1
factor column (equity names)).
2011 Oct 19
1
[LLVMdev] ANN: libclc (OpenCL C library implementation)
Hi Micah,
The numbers from the paper were measured with the ATI Stream SDK v2.1
(it's only mentioned in the references I think).
The most recent measurements I have were done with the current v2.5.
Best,
Ralf
Am 19.10.2011 23:43, schrieb Villmow, Micah:
> Ralf,
> What version of the SDK were you using for your analysis? I don't see that in the slides/pdf.
>
> Thanks,
>
2011 Oct 19
6
[LLVMdev] ANN: libclc (OpenCL C library implementation)
Hi everybody,
the compiler design lab at Saarland University (chair of Sebastian Hack)
is also working on an LLVM-based OpenCL driver.
The project started as a use-case for our "Whole-Function Vectorization"
library, which allows to transform a function to compute the same as W
executions of the original code by using SIMD instructions (W = 4 for
SSE/AltiVec, 8 for AVX).
The
2012 Aug 07
1
how to write out a tree file with bootstrap from phangorn package
Dear R-helpers and Klaus,
I would like to know how to write out a tree file with bootstrap from
phangorn package. That tree file could be in newick format or others.
I am new for phylogenetic operation in R. Could you please give me any
directions on that? Thanks in advance.
Best wishes,
Jian-Feng,
########
# as a example
# I accomplished 1000 bootstrap simulation on a fit object (a maximum
2010 May 28
2
problem with a function
Hi all,
I have a function rho.f which gives a list of estimators. I have the
following problems.
rho.f(0.3) gives me the right answer. However, if I use rho.f(corr[4]) give
me a different
answer, even though corr[4]==0.3.
This prevents me from using a for loop. Can someone give me some help?
Thank you very much in advance.
Hannah
>
2010 Nov 22
0
[LLVMdev] Sparc back end fix
Hi Tim,
Thanks for the patch. I had a few questions though - just to make sure that I get the problem correctly. Currently, here is your flow, as I understand it :
x86 llvm-gcc binary llc -march=sparc gcc cross/sparc
source ---------------------> .bc ------------------> .s -----------------> sparc executable.
Is this correct? Or did you manage to build the
2010 Mar 17
1
hexadecimal colors
Hi
I would like to produce a red shading I figured the easiest way
to do that would be to use rgb in the following way:
a <- seq(0,0.9,by=0.1)
redshade <- rgb(red=1,green=a, blue=a)
However, I don't really know how to plot things using
hexadecimal colors. I used a function which tries to
find the closest color to the rgb shades but it didn't
work very well.
Any
2010 Feb 11
1
histogam plots
Hi all,
I want to draw a histgram for each row of a matrix and compare them.
However the plot I
got does not have the same y range and x range, which makes it difficult to
make the comparison.
Is there a easy way to fix the x range and y range in a xy plot for several
plots, instead of specifying
them for each plot.
The following is my code for generalizing the matrix and draw the
histogram.
2010 Nov 22
3
[LLVMdev] Sparc back end fix
Hi everyone,
Following my earlier posting
(http://lists.cs.uiuc.edu/pipermail/llvmdev/2010-November/036292.html), I
sent another message to the list, but it seems like it didn't get through
:-( I managed to fix the problem in my earlier post and compile a
cross-llvm-gcc. Then I discovered I was having problems with a setting a
variable based on a ?: condition. Anyway, I've
2011 Aug 23
1
Testing Specific Hypothesis
Hi All!
I am interested in testing whether the means for the data I am investigating
are equal to a specific value - let's say 0.01. I have already run a
one-way ANOVA and know that the differences in the means are not
significant, so now I want to know what values the means take on. "otestme"
is the data I am working with (it would be hard for me to get into a form
that would be